Fixed Points and Stability in Neutral Stochastic Differential Equations with Variable Delays

oleh: Chang-Wen Zhao, Nan-jing Huang, Meng Wu

Format: Article
Diterbitkan: SpringerOpen 2008-07-01

Deskripsi

We consider the mean square asymptotic stability of a generalized linear neutral stochastic differential equation with variable delays by using the fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved, which improves and generalizes some results due to Burton, Zhang and Luo. Two examples are also given to illustrate our results.